Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
20.09.2019 | 4.14% | 0.47 | 0.49 | 300'000 | 300'000 | 300'000 | 300'000 | 141'829 | 147'829 | 97.38% | 97.38% |
19.09.2019 | 5.30% | 0.46 | 0.48 | 300'000 | 300'000 | 299'644 | 299'644 | 127'585 | 134'501 | 91.81% | 91.81% |
18.09.2019 | 5.53% | 0.41 | 0.43 | 300'000 | 300'000 | 300'000 | 300'000 | 123'962 | 131'003 | 94.20% | 94.20% |
17.09.2019 | 6.41% | 0.38 | 0.40 | 300'000 | 300'000 | 300'000 | 300'000 | 105'044 | 111'977 | 96.80% | 96.80% |
16.09.2019 | 8.32% | 0.27 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 79'752 | 86'667 | 99.25% | 99.25% |
13.09.2019 | 9.44% | 0.27 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 69'882 | 76'746 | 99.28% | 99.28% |
12.09.2019 | 9.81% | 0.19 | 0.21 | 300'000 | 300'000 | 299'370 | 299'370 | 60'933 | 67'194 | 88.50% | 88.50% |
12.09.2019 | 9.81% | 0.19 | 0.21 | 300'000 | 300'000 | 299'370 | 299'370 | 60'933 | 67'194 | 88.50% | 88.50% |
11.09.2019 | 9.71% | 0.22 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 65'067 | 71'718 | 99.69% | 99.69% |